The Effect of Credit Default Swaps on Financial Contracting. Co-authored with Anastasia Lashova and Andrea Gamba.
Dark Knights: The Rise in Firm Intervention by CDS Investors. Co-authored with Andrea Gamba.
8. Hsu, Alex, Francisco Palomino, and Charles Qian. “Gone with the Vol: A Decline in Asset Return Predictability during the Great Moderation." Revise and resubmit, under revision, Management Science, 2019.
9. Bretscher, Lorenzo, Alex Hsu, and Andrea Tamoni. “The Real Response to Uncertainty Shocks: the Risk Premium Channel.” Working Paper, 2019.
10. Diercks, Anthony, Alex Hsu, and Andrea Tamoni. “When It Rains It Pours: Cascading Uncertainty Shocks.” Working Paper, 2019.
11. Dittmar, Robert, Alex Hsu, Guillaume Roussellet, and Peter Simasek. “Default Risk and the Pricing of U.S. Sovereign Bonds." Working paper, 2019.
12. Hsu, Alex. “Banking Structure and Monetary Policy Potency: Evidence from Firm-Level Investment.” Working Paper, 2018.
13. Hsu, Alex. “Asset Pricing with Hand-to-Mouth Households: Joint Resolution of the Equity and Bond Risk Premium Puzzles.” Working Paper, 2017.
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Shareholder Monitoring with Strategic Investors. Accepted at Finance Research Letters.
The Economic Impact of Right-to-Work Laws: Evidence from Collective Bargaining Agreements and Corporate Policies. Accepted at Journal of Financial Economics. Co-authored with Sudheer Chava and Alex Hsu.
The Real Effects of Credit Default Swaps, Journal of Financial Economics, 2018, Volume 117, Issue 1. Co-authored with Andrea Gamba.
Do Empty Creditors Matter? Evidence from Distressed Exchange Offers, Management Science, 2017, Volume 63, Number 5.
Refinancing, Profitability, and Capital Structure, Journal of Financial Economics, December 2014, Volume 114, Issue 3. Co-authored with Daniel Rettl and Toni Whited.
Dass, Nishant, Vikram Nanda, and Qinghai Wang, 2013, "Allocation of Decision Rights and the Investment Strategy of Mutual Funds," Journal of Financial Economics, vol. 110 (1), 254--277.
Dass, Nishant, and Massimo Massa, 2011, "The Impact of Strong Bank-Firm Relationship on the Borrowing Firm," Review of Financial Studies, vol. 24 (4), 1204--1260.
Dass, Nishant, Massimo Massa, and Rajdeep Patgiri, 2008, "Mutual Funds and Bubbles: The Surprising Role of Contractual Incentives," Review of Financial Studies, vol. 21 (1), 51--99.
Dass, Nishant, and Massimo Massa, 2014, "The Variety of Maturities Offered by Firms and Institutional Investment in Corporate Bonds," Review of Financial Studies, vol. 27(7), 2219--2266.
Dass, Nishant, Vikram Nanda, and Jayant Kale, 2015, "Trade Credit, Relationship-Specific Investment, and Product-Market Power," Review of Finance, forthcoming.
Dass, Nishant, Omesh Kini, Vikram Nanda, Bunyamin Onal, and Jun Wang, 2013, "Board Expertise: Do Directors from Related Industries Help Bridge the Information Gap?," Review of Financial Studies, vol. 27(5), 1533--1592.
1. Bretscher, Lorenzo, Alex Hsu, and Andrea Tamoni. “Fiscal Policy Driven Bond Risk Premia.” Accepted, Journal of Financial Economics, 2019.
2. Chava, Sudheer, Alex Hsu, and Linghang Zeng. “Does History Repeat Itself? Business Cycle and Industry Returns." Forthcoming , Journal of Monetary Economics, 2019.
3. Chava, Sudheer and Alex Hsu. “Financial Constraints, Monetary Policy Shocks and the Cross-Section of Equity Returns." Forthcoming, Review of Financial Studies, 2019.
4. Chava, Sudheer, Andras Danis, and Alex Hsu. “The Economic Impact of Right-to-Work Laws: Evidence from Collective Bargaining Agreements and Corporate Policies.” Forthcoming, Journal of Financial Economics, 2019.
5. Hsu, Alex, Erica X.N. Li, and Francisco Palomino. “Real and Nominal Equilibrium Yield Curves." Forthcoming, Management Science, 2019.
6. Bretscher, Lorenzo, Alex Hsu, and Andrea Tamoni. “Implementing Stochastic Volatility in DSGE Models: A Comment.” Forthcoming, Macroeconomic Dynamics, 2019.
7. Hsu, Alex and Francisco Palomino. “A Simple Nonnegative Process for Equilibrium Models.” Economics Letters, Volume 132, July 2015, p. 39 – 44.
CEO Overconfidence and International Mergers and Acquistion Activity, co-authored with Steve Ferris and Sanjiv Sabherwal, Journal of Financial and Quantitative Analysis 2013, 48(1), 137-154.
Do Pension-Related Business Ties Influence Mutual Fund Proxy Voting? Evidence from Shareholder Proposals on Executive Compensation, co-authored with Rasha Ashraf and Harley Ryan, Journal of Financial and Quantitative Analysis, 2012, 47(3), 567-588.
Catering effects in corporate dividend policy: The international evidence, co-authored with Steve Ferris and Sanjiv Sabherwal, 2009 (Forthcoming Journal of Banking and Finance)
Is Reversal of Large Stock-Price Declines Caused by Overreaction or Information Asymmetry: Evidence from Stock and Option Markets, co-authored with Hyung-Suk Choi, Journal of Futures Markets, 2009, 29, 348-376.
Takeover Immunity, Takeovers and the Market for Non-Executive Directors, co-authored with Rasha Ashraf, Rajesh Chakrabarti and Richard Fu, 2009 (Forthcoming Financial Management)
The Effects of Regulation on Industry Structure and Trade Generation in the U. S. Securities Industry, co-authored with Hyung-Suk Choi, Jonathan Clarke, and Steve Ferris, 2009 (Forthcoming Journal of Banking and Finance)
The Path-to-Profitability of Internet IPO Firms, co-authored with Bharat Jain and Omesh Kini, Journal of Business Venturing, 2008, 23, 165-194.
Are Analyst Recommendations Biased? Evidence from Corporate Bankruptcies, co-authored with Jonathan Clarke, Steve Ferris, and Jinsoo Lee, Journal of Financial and Quantitative Analysis, 2006, Vol. 41, 169-196.
Price and Volume Effects of Changes in MSCI Indices – Nature and Causes, co-authored with Rajesh Chakrabarti, Wei Huang, and Jinsoo Lee, Journal of Banking and Finance, 2005, Vol. 29, 1237-1264.
The Determinants of Mutual Fund Mergers and their Impact on Fund Shareholders. co-authored with Ajay Khorana and Ed Nelling, Journal of Finance, 2002, Vol. LVII, 1521-1551.
An Experimental Study of Circuit Breakers: The Effect of Mandated Market Closures and Temporary Halts on Market Behavior, co-authored with Lucy Ackert and Bryan Church, Journal of Financial Markets, 2001, Vol. 4, 185-208.
CEO Founder Status and Firm Financial Performance, co-authored with Ajay Khorana, Ed Nelling, and Jeff Covin, Strategic Management Journal, 2000, 21, 1215-1224.
Lee, S.S. and M. Wang, Tales of Tails: Jumps in Currency Markets, Journal of Financial Markets, forthcoming
Bradley, D., J. Clarke, S.S. Lee, and C. Ornthanalai, Are Analysts’ Recommendations Informative? Intraday Evidence on the Impact of Time-stamp Delays, Journal of Finance, Vol. 69, Issue 2, pp. 645–673, 2014
Lee, S.S. and P.A. Mykland, Jumps in Equilibrium Prices and Market Microstructure Noise, Journal of Econometrics, Vol. 168, pp. 396-406, 2012
Lee, S.S., Jumps and Information Flow in Financial Markets, Review of Financial Studies, Vol. 25, Issue 2, pp. 439-479, 2012
Lee, S.S. and J. Hannig, Detecting Jumps from Levy Jump Diffusion Processes, Journal of Financial Economics, Vol. 96, Issue 2, pp. 271-290, 2010
Lee, S.S. and P.A. Mykland, Jumps in Financial Markets: A New Nonparametric Test and Jump Dynamics, Review of Financial Studies, Vol. 21, Issue 6, pp. 2535-2563, 2008
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